Results 41 to 50 of about 3,807,500 (349)
A New Generated Family of Distributions: Statistical Properties and Applications with Real-Life Data
Several standard distributions can be used to model lifetime data. Nevertheless, a number of these datasets from diverse fields such as engineering, finance, the environment, biological sciences, and others may not fit the standard distributions.
John Kwadey Okutu+3 more
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We propose a new asymmetric discrete model by combining the uniform and Poisson–Ailamujia distributions using the binomial decay transformation method. The distribution, named the uniform Poisson–Ailamujia, due to its flexibility is a good alternative to
Hassan M. Aljohani+3 more
semanticscholar +1 more source
An Integrated Approach to Pricing Catastrophe Reinsurance
We propose an integrated approach straddling the actuarial science and the mathematical finance approaches to pricing a default-risky catastrophe reinsurance contract.
Carolyn W. Chang, Jack S. K. Chang
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Shrinkage Methods for Estimating the Shape Parameter of the Generalized Pareto Distribution
The generalized Pareto distribution is one of the most important distributions in statistics of extremes as it has wide applications in fields such as finance, insurance, and hydrology.
Wilhemina Adoma Pels+3 more
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Actuarial Applications and Estimation of Extended~CreditRisk$^+$ [PDF]
We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov chain Monte Carlo
Hirz, Jonas+2 more
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Implementation of Correlation and Regression Models for Health Insurance Fraud in Covid-19 Environment using Actuarial and Data Science Techniques [PDF]
Fraud acts as a major deterrent to a company’s growth if uncontrolled. It challenges the fundamental value of “Trust” in the Insurance business. COVID-19 brought additional challenges of increased potential fraud to health insurance business.
Rohan Yashraj Gupta+3 more
semanticscholar +1 more source
In the nearly thirty years since Hans Buhlmann (Buhlmann (1987)) set out the notion of the Actuary of the Third Kind, the connection between Actuarial Science (AS) and Mathematical Finance (MF) has been continually reinforced.
Albert Cohen
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THE BENEFITS OF FAMILY ANNUITY CALCULATION WITH VINE’S COPULA AND FUZZY INTEREST RATE
One example of a multiple life annuity product (covering more than one person) is a reversionary annuity, which is a life annuity product for two or more annuitants whose annuity payments will begin after one of the annuitants specified in the contract ...
Kurnia Novita Sari+2 more
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Evolution of coupled lives' dependency across generations and pricing impact [PDF]
This paper studies the dependence between coupled lives - both within and across generations - and its effects on prices of reversionary annuities in the presence of longevity risk.
Luciano, E., Spreeuw, J., Vigna, E.
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The outbreak of COVID-19 infection and its effects have not spared any economy on the globe. The fourth variant has just announced its appearance with its high death toll and impact on economic activities. The basic reproductive number R0, which measures
John Awuah Addor+2 more
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